Anic Equity¶

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Total return since start: 0.548 %¶

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Equity now: -----------------------------> 47284.56 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45889.69 Kr¶

PnL: ---------------------------------------> -998.88 Kr¶

DD now: ---------------------------------> -2.766 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 13:56:21.630974'

Anic Portfolio¶

Today¶

Return: -1.391 %¶

This Week¶

Return: -1.311 %¶

Total¶

Return: 54.797 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.630000 2772.000000 136.000000 5.160000 2636.000010
FM Mattsson Mora Group B 50 -2.900000 3010.000000 83.000000 2.840000 2927.000000
Samhällsbyggnadsbo. i Norden B 20 -0.900000 387.400000 32.400000 9.130000 355.000000
Corem Property Group B 59 -2.180000 608.880000 31.880000 5.530000 576.999999
AcadeMedia 12 -3.120000 588.240000 31.240000 5.610000 557.000004
Resurs Holding 22 -1.700000 599.060000 25.060000 4.370000 573.999998
MedCap 2 -2.630000 444.000000 23.000000 5.460000 421.000000
Boozt 12 -1.490000 1671.600000 17.600000 1.060000 1653.999996
SAAB B 8 -0.420000 3392.800000 15.800000 0.470000 3377.000000
HMS Networks 2 -3.100000 688.800000 15.800000 2.350000 673.000000
Eastnine 4 -0.160000 505.600000 14.600000 2.970000 491.000000
Securitas B 6 -0.820000 583.800000 13.800000 2.420000 570.000000
Beijer Electronics Group 26 -3.530000 2984.800000 13.800000 0.460000 2971.000006
Swedbank A 3 -0.700000 577.050000 13.050000 2.310000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
OEM International B 7 -1.170000 532.700000 4.700000 0.890000 527.999997
Coor Service Management Hold. 8 -1.030000 536.400000 4.400000 0.830000 532.000000
Karnov Group 9 -0.660000 539.100000 3.100000 0.580000 536.000004
Norva24 Group 16 -3.620000 545.920000 2.920000 0.540000 543.000000
Samhällsbyggnadsbo. i Norden D 12 -0.670000 248.640000 2.640000 1.070000 246.000000
Intrum 4 -3.630000 525.600000 -1.400000 -0.270000 527.000000
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Handelsbanken A 5 -1.410000 540.000000 -6.000000 -1.100000 546.000000
Nordea Bank Abp 29 -0.300000 3444.040000 -9.960000 -0.290000 3453.999992
Midsona B 63 -1.870000 563.220000 -19.780000 -3.390000 582.999984
Essity B 2 -1.640000 551.400000 -22.600000 -3.940000 574.000000
CTEK 13 -2.090000 506.610000 -27.390000 -5.130000 533.999999
Essity A 4 -2.300000 1104.000000 -45.000000 -3.920000 1149.000000
International Petroleum Corp. 5 -1.520000 549.500000 -45.070000 -7.580000 594.565215
Vivesto 1368 0.800000 551.580000 -61.420000 -10.020000 612.999432
Sampo Oyj SDB 7 -1.470000 3752.000000 -98.000000 -2.550000 3850.000000
Fasadgruppen Group 35 2.150000 3654.000000 -157.000000 -4.120000 3810.999990
Axfood 13 0.150000 3588.000000 -168.000000 -4.470000 3756.000001
OX2 18 -2.550000 1411.200000 -252.800000 -15.190000 1663.999992
Ovzon 52 -2.900000 2782.000000 -580.000000 -17.250000 3361.999992
TOTAL 45889.690000 -998.880000 -2.76647% 46888.564618

Updated:¶

'2023-01-25 13:56:34.636965'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶